+12,506.9%
WAT vs BBWI
+1,053.4%
+11,453.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.8% |
| 7D | +6.0% | -6.2% | +12.2% | +7.5% |
| 30D | +9.9% | +25.5% | -15.6% | +4.3% |
| 3M | +17.2% | +8.0% | +9.2% | +14.0% |
| 6M | +34.2% | +12.7% | +21.6% | +28.4% |
| YTD | +25.5% | +11.6% | +13.9% | +19.3% |
| 1Y | +28.3% | -0.9% | +29.1% | +23.5% |
| 3Y | +88.4% | -22.7% | +111.1% | +85.1% |
| 5Y | +36.1% | -67.2% | +103.3% | +54.9% |
| 10Y | +234.8% | -43.7% | +278.5% | +186.6% |
| All | +12,506.9% | +1,053.4% | +11,453.5% | +4,249.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling